Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 639.408651 654.837614 670.013593 686.059874 702.540065 718.968005 736.577927
2026-01-04 618.569205 641.228559 663.817458 688.024761 713.230365 738.700831 766.384118
2026-01-11 605.070627 632.814627 660.744896 690.972316 722.765376 755.216643 790.849358
2026-01-18 593.518258 625.298075 657.552165 692.745389 730.073307 768.494104 811.043085
2026-01-25 585.195582 620.491396 656.569377 696.217807 738.582011 782.508502 831.521793
2026-02-01 577.116856 615.447517 654.878005 698.490276 745.399537 794.362100 849.366485
2026-02-08 570.045646 611.107027 653.593667 700.864077 752.018170 805.737662 866.464042
2026-02-15 562.851040 606.329426 651.560265 702.159342 757.225195 815.380622 881.504343
2026-02-22 556.427347 602.138624 649.933193 703.674717 762.470864 824.896902 896.265344
2026-03-01 550.007705 597.740213 647.885973 704.543891 766.841040 833.317135 909.709504
2026-03-08 543.331002 592.872608 645.153353 704.493775 770.049784 840.337192 921.506619
2026-03-15 538.342257 589.707757 644.147488 706.209966 775.085701 849.271603 935.349018
2026-03-22 532.398039 585.371493 641.748791 706.292077 778.235660 856.069285 946.792376
2026-03-29 528.172375 582.825339 641.224583 708.357348 783.506809 865.159202 960.757543
2026-04-05 524.879100 581.217469 641.652569 711.402135 789.804127 875.346843 975.933518
2026-04-12 520.929381 578.779906 641.069559 713.234372 794.674125 883.888993 989.231102
2026-04-19 518.391936 577.849304 642.103464 716.822652 801.473716 894.572300 1004.949822
2026-04-26 515.151089 576.049811 642.093676 719.170986 806.821990 903.587105 1018.765242
2026-05-03 512.133049 574.432186 642.226400 721.624068 812.244367 912.658947 1032.641936
2026-05-10 508.501807 572.049064 641.430480 722.962607 816.348731 920.200030 1044.753235
2026-05-17 505.162082 569.933924 640.880804 724.528623 820.669665 927.960381 1057.109257
2026-05-24 501.507807 567.397206 639.794466 725.426851 824.179992 934.762523 1068.347819
2026-05-31 497.357319 564.229394 637.929622 725.375059 826.548291 940.216956 1078.005539